Tooltips

Some of these appear on mouseover, some on click, and some on load. Some of them dismiss when the mouse moves away, some have to be explicitly dismissed. The distinguishing factor though is that these are not model — you can interact with other stuff on the page while they are up (in the simplest case, selecting the text from which they appeared).

Digg has one when you click on something when logged out.

The tooltips in the table of [1] are interesting because they are currently <div>s and force the parent to be a TD rather than a TH since TH is inline only, even though the visible content is really just phrasing content. They appear on mouse over.

GMail's contacts list has rich tooltips that appear on mouse over.

Google Docs and GMail have some that appear on load

Google+ has one for when you add someone -- the rest of the page is still interactive (though using any other widget makes this one go away).

Other

A list of URLs from Steve Faulkner to look at — if anyone has the time to go through these and pick out those that are real use cases (as opposed to demos or examples, since those tend to not reflect real needs but more reflect what's easy to demo!) then please add them where appropriate above.